Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 2,78% | 0,63 CHF | 0,64 CHF | 78 769 | 50 000 | 77 703 | 50 000 | 51 962 CHF | 34 385 CHF | 100,00% | 100,00% |
19/11/2024 | 3,09% | 0,60 CHF | 0,62 CHF | 78 976 | 50 000 | 79 015 | 50 000 | 47 716 CHF | 31 145 CHF | 100,00% | 100,00% |
18/11/2024 | 2,96% | 0,61 CHF | 0,63 CHF | 79 062 | 50 000 | 78 833 | 50 000 | 49 367 CHF | 32 254 CHF | 100,00% | 100,00% |
15/11/2024 | 2,25% | 0,63 CHF | 0,65 CHF | 78 821 | 50 000 | 78 477 | 50 000 | 51 185 CHF | 33 355 CHF | 99,99% | 99,99% |
14/11/2024 | 2,63% | 0,70 CHF | 0,72 CHF | 77 229 | 50 000 | 77 517 | 50 000 | 54 030 CHF | 35 779 CHF | 99,52% | 99,52% |
13/11/2024 | 2,69% | 0,68 CHF | 0,70 CHF | 77 452 | 50 000 | 77 509 | 49 383 | 52 133 CHF | 34 120 CHF | 99,32% | 99,32% |
12/11/2024 | 2,36% | 0,66 CHF | 0,68 CHF | 77 678 | 50 000 | 77 642 | 50 000 | 51 553 CHF | 33 991 CHF | 100,00% | 100,00% |
11/11/2024 | 2,36% | 0,68 CHF | 0,70 CHF | 77 032 | 50 000 | 74 305 | 50 000 | 52 347 CHF | 36 113 CHF | 81,37% | 81,37% |
08/11/2024 | 2,29% | 0,65 CHF | 0,67 CHF | 77 139 | 50 000 | 77 033 | 50 000 | 50 309 CHF | 33 411 CHF | 100,00% | 100,00% |
07/11/2024 | 2,42% | 0,64 CHF | 0,65 CHF | 77 405 | 50 000 | 77 392 | 48 444 | 50 431 CHF | 32 360 CHF | 99,12% | 99,12% |